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Conditional Specification of Statistical Models: Springer Series in Statistics

Autor Barry C. Arnold, Enrique Castillo, Jose M. Sarabia
en Limba Engleză Hardback – 14 oct 1999

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Specificații

ISBN-13: 9780387987613
ISBN-10: 0387987614
Pagini: 416
Ilustrații: XVI, 416 p.
Dimensiuni: 156 x 234 x 25 mm
Greutate: 0.68 kg
Ediția:1999
Editura: Springer
Colecția Springer
Seria Springer Series in Statistics

Locul publicării:New York, NY, United States

Public țintă

Research

Cuprins

Conditional Specification: Concepts and Theorems.- Exact and Near Compatibility in Distributions with Finite Support Sets.- Distributions with Normal Conditionals.- Conditionals in Exponential Families.- Other Conditionally Specified Families.- Improper and Nonstandard Models.- Characterizations Involving Conditional Moments.- Multivariate Extensions.- Estimation in Conditionally Specified Models.- Marginal and Conditional Specification in General.- Conditional Survival Models.- Applications to Modeling Bivariate Extremes.- Bayesian Analysis Using Conditionally Specified Models.- Conditional Specification Versus Simultaneous Equation Models.- Paella.

Recenzii

From the reviews:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
"…clearly written and accessible with relatively few mathematical prerequisites. I found surprisingly few typographical errors; the authors are to be congratulated for this…Each chapter contains numerous exercises. These exercises appear to be at an appropriate level for a graduate course in statistics, and appear to provide appropriate reinforcement for the material in the preceding chapters."
B.J.T. Morgan in "Short Book Reviews", Vol. 20/3, December 2000
"The book is well written, and presents clearly an important and developing subject."